NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.725 |
3.773 |
0.048 |
1.3% |
3.963 |
| High |
3.789 |
3.850 |
0.061 |
1.6% |
4.040 |
| Low |
3.710 |
3.715 |
0.005 |
0.1% |
3.814 |
| Close |
3.777 |
3.814 |
0.037 |
1.0% |
3.828 |
| Range |
0.079 |
0.135 |
0.056 |
70.9% |
0.226 |
| ATR |
0.107 |
0.109 |
0.002 |
1.9% |
0.000 |
| Volume |
158,311 |
193,609 |
35,298 |
22.3% |
589,539 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.198 |
4.141 |
3.888 |
|
| R3 |
4.063 |
4.006 |
3.851 |
|
| R2 |
3.928 |
3.928 |
3.839 |
|
| R1 |
3.871 |
3.871 |
3.826 |
3.900 |
| PP |
3.793 |
3.793 |
3.793 |
3.807 |
| S1 |
3.736 |
3.736 |
3.802 |
3.765 |
| S2 |
3.658 |
3.658 |
3.789 |
|
| S3 |
3.523 |
3.601 |
3.777 |
|
| S4 |
3.388 |
3.466 |
3.740 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.572 |
4.426 |
3.952 |
|
| R3 |
4.346 |
4.200 |
3.890 |
|
| R2 |
4.120 |
4.120 |
3.869 |
|
| R1 |
3.974 |
3.974 |
3.849 |
3.934 |
| PP |
3.894 |
3.894 |
3.894 |
3.874 |
| S1 |
3.748 |
3.748 |
3.807 |
3.708 |
| S2 |
3.668 |
3.668 |
3.787 |
|
| S3 |
3.442 |
3.522 |
3.766 |
|
| S4 |
3.216 |
3.296 |
3.704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.869 |
3.710 |
0.159 |
4.2% |
0.089 |
2.3% |
65% |
False |
False |
158,786 |
| 10 |
4.064 |
3.710 |
0.354 |
9.3% |
0.092 |
2.4% |
29% |
False |
False |
135,213 |
| 20 |
4.358 |
3.710 |
0.648 |
17.0% |
0.112 |
2.9% |
16% |
False |
False |
112,981 |
| 40 |
4.499 |
3.710 |
0.789 |
20.7% |
0.119 |
3.1% |
13% |
False |
False |
77,433 |
| 60 |
4.499 |
3.710 |
0.789 |
20.7% |
0.119 |
3.1% |
13% |
False |
False |
67,263 |
| 80 |
4.499 |
3.449 |
1.050 |
27.5% |
0.110 |
2.9% |
35% |
False |
False |
56,687 |
| 100 |
4.499 |
3.382 |
1.117 |
29.3% |
0.106 |
2.8% |
39% |
False |
False |
48,007 |
| 120 |
4.499 |
3.336 |
1.163 |
30.5% |
0.103 |
2.7% |
41% |
False |
False |
41,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.424 |
|
2.618 |
4.203 |
|
1.618 |
4.068 |
|
1.000 |
3.985 |
|
0.618 |
3.933 |
|
HIGH |
3.850 |
|
0.618 |
3.798 |
|
0.500 |
3.783 |
|
0.382 |
3.767 |
|
LOW |
3.715 |
|
0.618 |
3.632 |
|
1.000 |
3.580 |
|
1.618 |
3.497 |
|
2.618 |
3.362 |
|
4.250 |
3.141 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.804 |
3.803 |
| PP |
3.793 |
3.791 |
| S1 |
3.783 |
3.780 |
|